0.55Open0.60Pre Close1 Volume24 Open Interest22.00Strike Price55.00Turnover21.54%IV0.65%PremiumDec 20, 2024Expiry Date0.41Intrinsic Value100Multiplier20DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6216Delta0.3537Gamma33.22Leverage Ratio-0.0089Theta-0.0063Rho-20.65Eff Leverage0.0194Vega